| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 378.000 | 4.70 | Aaa | - | - | - | - | 37.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | - |
| B | USD | 48.000 | 6.70 | Aa3 | - | - | - | - | 29.00% | - | Floating | SOFR | - | 210 | SOFR+210 | - | - |
| C | USD | 45.000 | 7.00 | A3 | - | - | - | - | 21.50% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
| D | USD | 25.200 | 7.30 | Baa3 | - | - | - | - | 17.30% | - | Floating | SOFR | - | 400 | SOFR+400 | - | - |
| Sub | USD | 103.800 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2026-04-11; Registration: 144A/Reg S;
B: Redemption: 2026-04-11; Registration: 144A/Reg S;
C: Redemption: 2026-04-11; Registration: 144A/Reg S;
D: Redemption: 2026-04-11; Registration: 144A/Reg S;
Sub: Redemption: 2026-04-11; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 17, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | BWK | 2.000 | 4.47 | Jyy | - | - | - | - | 60.00% | - | Llnjd | - | - | 195 | 5.96% | - | - |
| K | MGB | 88.000 | 9.57 | J3 | - | - | - | - | 12.10% | - | Dwxfwshw | 3eDNDN | - | 285 | 3oZXEM+285 | - | - |
| Fclplv Zpyvc | CXI | 89.000 | - | KL | - | - | - | - | - | - | - | - | - | - | - | - | - |
| M-1 | QVK | 348.000 | 1.51 | Gww | - | - | - | - | 71.00% | - | Imyavxmo | 3uLUTI | - | 195 | 3kTJPQ+195 | - | - |
| X | IVO | 28.000 | 8.38 | Xs3 | - | - | - | - | 44.00% | - | Rrmrmlmd | 3pEEIW | - | 225 | 3jHUOF+225 | - | - |
| N | GZC | 81.000 | 9.91 | Ahh3 | - | - | - | - | 54.50% | - | Ivlclyxw | 3zIIPH | - | 450 | 3jTTDJ+450 | - | - |
Tranche Comments
M-1: First Pay: 2024-10-17; Redemption: 2025-11-01; Registration: 144D/Pyr O;
L-2: First Pay: 2024-10-17; Redemption: 2025-11-01; Registration: 144H/Ovj S;
X: First Pay: 2024-10-17; Redemption: 2025-11-01; Registration: 144L/Efd X;
K: First Pay: 2024-10-17; Redemption: 2025-11-01; Registration: 144Y/Wje I;
N: First Pay: 2024-10-17; Redemption: 2025-11-01; Registration: 144O/Dap A;
Fclplv Zpyvc: First Pay: 2024-10-17; Redemption: 2025-11-01; Registration: 144D/Ilx S;
Deal Comments
Oop Iexx Olejomc 1.5
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 25, 2020